Release Notes - C++ CME FIX/FAST Market Data Handler - Version 2.14.4.0

Improvement

• [CPPCMEFAST-335] - Benchmark Sample should be added to the setup package
• [CPPCMEFAST-420] - CFICode should be added to SecurityDefinition class
• [CPPCMEFAST-421] - MaturityMonthYear should be added to SecurityDefinition class
• [CPPCMEFAST-422] - MaturityDate should be added to SecurityDefinition class
• [CPPCMEFAST-423] - SecurityExchange should be added to SecurityDefinition class
• [CPPCMEFAST-424] - Strike Price should be added to SecurityDefinition class
• [CPPCMEFAST-425] - Strike Currency should be added to SecurityDefinition class
• [CPPCMEFAST-429] - Tags.h file should be described in Programming Guide
• [CPPCMEFAST-430] - Messaging API enhanced with new members.
• [CPPCMEFAST-431] - getEntryTime() field now returns TimeSpan value.
• [CPPCMEFAST-432] - Message::getSendingTime() now returns Timestamp value.
• [CPPCMEFAST-433] - HighResolutionTime class eliminated.
• [CPPCMEFAST-434] - Time resolution has been increased from microseconds to nanoseconds.
• [CPPCMEFAST-435] - HandlerSettings::recordReceivingTime has been eliminated.
• [CPPCMEFAST-448] - Sample application should use networkInterfaceA and networkInterfaceB settings rather than networkInterface
• [CPPCMEFAST-468] - Split sample to multiple ones depicting particular areas/use-cases of the Handler

Information Request

• [CPPCMEFAST-412] - CME Feedback
• [CPPCMEFAST-416] - Why not make HighResolutionTime always timeval on all venues?

New Feature

• [CPPCMEFAST-261] - Option to specify the UDP buffer size
• [CPPCMEFAST-418] - Add option in the handler settings to set the receive buffer size on both udp and tcp
• [CPPCMEFAST-457] - Option to specify CPU affinity
• [CPPCMEFAST-461] - Support 'Pre-Opening Startup' mode